Gravitation versus Brownian motion
No hay miniatura disponible
Archivos
Fecha
2019
Profesor/a Guía
Facultad/escuela
Idioma
en
Título de la revista
ISSN de la revista
Título del volumen
Editor
Institute of Mathematical
Nombre de Curso
Licencia CC
Licencia CC
Resumen
We investigate the motion of an inert (massive) particle being impinged from below by a particle performing (reflected) Brownian motion. The velocity of the inert particle increases in proportion to the local time of collisions and decreases according to a constant downward gravitational acceleration. We study fluctuations and strong laws of the motion of the particles. We further show that the joint distribution of the velocity of the inert particle and the gap between the two particles converges in total variation distance to a stationary distribution which has an explicit product form.
Notas
Indexación: Scopus
Palabras clave
Brownian motion, Gravitation, Inert drift, Local time, Total variation distance
Citación
Annales de l'institut Henri Poincare (B) Probability and Statistics Volume 55, Issue 3, Pages 1531 - 1565 2019
DOI
10.1214/18-AIHP927